A fix to this, download it to a flash drive or external drive first, then extract it to that device as well. Once you have the CbtLFantasticFacts-1.0 folder copy it from the device to your PC and then you can play it.
Itch shows a warning before you even get to choose where to download a file...
Hopefully it will get sorted out soon.
Itch shows a warning before you even get to choose where to download a file...